PhotoRec would work great for this IF IT SUPPORTED DMG FILES :) Just a rant... I've used PhotoRec (free!) a few times and it always gets my file back in no time, but last night i deleted a .dmg and it has no option to search for .dmg's :/
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Robert S CiaccioSep 17 '10 at 23:17

Your mail won't be stored in the DMG. No app really writes back to the DMG. The reason your mail was still there is that Thunderbird (or any other app for that matter) writes most of its content to ~/Library/. Therefore, your mailboxes are stored there, as well as your preferences.
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jmlumpkinDec 7 '10 at 13:15

You have the best chance of recovering your deleted files if you scan your Mac immediately after realizing that you have deleted files that you need. otherwise
your files are gone. in your case, the unix(Darwin in yourcase) filesystem has already written over significant portions of those files.

"For all intents and purposes, when
you delete a file with "rm" it is
gone. Once you "rm" a file, the system
totally forgets which blocks scattered
around the disk were part of your
file. Even worse, the blocks from the
file you just deleted are going to be
the first ones taken and scribbled
upon when the system needs more disk
space. However, never say never. It is
theoretically possible if you shut
down the system immediately after the
"rm" to recover portions of the data.
However, you had better have a very
wizardly type person at hand with
hours or days to spare to get it all
back."

If you are attempting to recover files from the Trash, note the following: If you've emptied the Trash or deleted the files with the rm (remove) command, your files and data is recoverable IF you STOP using your Mac right now. This is particularly true if you are currently running low on disk space. The Mac OS X overwrites this little free space very quickly with temp files.

That sounds a lot like you are running Thunderbird from the .dmg (Disk iMaGe) file. As someone else mentioned, you don't have to do this, and the application will launch faster if you don't.

Drag the Thunderbird icon from the .dmg to your Applications folder (there might be a shortcut to the Applications folder in the .dmg itself) and then drag the icon from your Applications folder to the Dock. Then you can click on the icon on the Dock and Thunderbird will open directly without having to open and unpack the .dmg file.

You can then delete the .dmg and not have any problems. Your emails are stored in your home folder not in the application or the .dmg (as you discovered).